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Efficient computation of the performance of bootstrap and jackknife estimators of the variance of L-statistics
Abstract:Calculation of the bootstrap and the jackknife estimators of the variance of a statistic often relies on approximation techniques because the exact values are difficult if not impossible to obtain analytically. For the special case where the statistic is a linear combination of order statistics we propose to calculate the exact values combinatorically, thus completely eliminating the second-stage simulation error.
Keywords:Simulation error  nonparametric  bootstrap  delete-d jackknife  variance estimator  order statistics linear combination  urn models
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